+2,723.0%
VRT vs SPXU
-98.8%
+2,821.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +5.0% |
| 7D | +9.1% | -0.1% | +9.2% | +9.1% |
| 30D | +0.9% | +0.8% | +0.1% | +1.5% |
| 3M | -13.4% | -4.7% | -8.7% | -13.2% |
| 6M | +11.7% | -29.6% | +41.3% | -0.8% |
| YTD | +73.2% | -29.9% | +103.1% | +55.3% |
| 1Y | +123.4% | -39.1% | +162.5% | +92.1% |
| 3Y | +606.2% | -80.0% | +686.2% | +371.2% |
| 5Y | +899.9% | -86.0% | +985.9% | +615.0% |
| All | +2,723.0% | -98.8% | +2,821.9% | +1,272.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling